consensus optimization

On Nonconvex Decentralized Gradient Descent

  • Wotao Yin
  • Jinshan Zeng
    • Categories Network Optimization, Nonsmooth Optimization Tags , , ,

    Consensus optimization has received considerable attention in recent years. A number of decentralized algorithms have been proposed for {convex} consensus optimization. However, to the behaviors or consensus \emph{nonconvex} optimization, our understanding is more limited. When we lose convexity, we cannot hope our algorithms always return global solutions though they sometimes still do sometimes. Somewhat surprisingly, … Read more

    Decentralized Consensus Optimization with Asynchrony and Delays

  • Qing Ling
  • Wotao Yin
  • Ali H. Sayed
  • Tianyu Wu
  • Kun Yuan
    • Categories Convex and Nonsmooth Optimization, Network Optimization, Nonlinear Optimization Tags , , ,

    We propose an asynchronous, decentralized algorithm for consensus optimization. The algorithm runs over a network in which the agents communicate with their neighbors and perform local computation. In the proposed algorithm, each agent can compute and communicate independently at different times, for different durations, with the information it has even if the latest information from … Read more